iShares 3-7 Year Treasury Bond (IEI): Historical Returns

Last Update: 31 Aug 2021

Category: Fixed Income

ETF: iShares 3-7 Year Treasury Bond (IEI)

In the last 10 years, the iShares 3-7 Year Treasury Bond (IEI) ETF obtained a 2.14% compound annual return, with a 2.81% standard deviation.

In the last 20 years, a 4.04% compound annual return, with a 4.04% standard deviation.

In 2020, the portfolio granted a 1.19% dividend yield. If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI): Dividend Yield page.

The ETF is related to the following investment themes:

Asset Class: Bond
Region: North America
Country: U.S.
Bond - Duration: Intermediate-Term

The iShares 3-7 Year Treasury Bond (IEI) ETF is present in the following Lazy Portfolios:

Portfolio Name	Author	ETF Weight
Edge Select Conservative	Merrill Lynch	17.0%
Edge Select Moderately Conservative	Merrill Lynch	17.0%
Edge Select Moderate	Merrill Lynch	14.0%
Edge Select Moderately Aggressive	Merrill Lynch	9.0%
Edge Select Aggressive	Merrill Lynch	5.0%
All Weather Portfolio	Ray Dalio	15.0%
Ultimate Buy&Hold	FundAdvice	20.0%
Lazy Portfolio	David Swensen	15.0%
Robust	Alpha Architect	20.0%
Larry Portfolio	Larry Swedroe	70.0%
Pinwheel		15.0%
Sandwich Portfolio	Bob Clyatt	41.0%
7Twelve Portfolio	Craig Israelsen	25.0%
Simple Money Portfolio	Tim Maurer	40.0%
Desert Portfolio	Gyroscopic Investing	60.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI): Dividend Yield page.

Capital Growth:

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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Period	Returns Aug 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-0.26%		-0.26% Aug 2021 - Aug 2021	0 - 1
3M	+0.58%		-0.26% Aug 2021 - Aug 2021	1 - 2
6M	+0.55%		-0.84% Mar 2021 - Mar 2021	3 - 3
YTD	-0.83%		-2.21% Jan 2021 - Mar 2021	3 - 5
1Y	-0.94%	1.88%	-2.39% Oct 2020 - Mar 2021	6 - 6
3Y	+4.57% annualized	3.06%	-2.58% Aug 2020 - Mar 2021	22 - 14
5Y	+2.33% annualized	2.91%	-3.32% Oct 2016 - Apr 2018	35 - 25
10Y	+2.14% annualized	2.81%	-3.69% Aug 2016 - Apr 2018	67 - 53
MAX 01 Jan 1972	+6.75% annualized	5.60%	-10.70% Jul 1979 - Feb 1980	392 - 204

* Annualized St.Dev. of monthly returns

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Drawdowns

Drawdonws Chart:

Worst drawdowns since August 2001.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-4.28%	Jun 2003	Jul 2003	2	Feb 2004	7	9
-4.03%	Nov 2001	Mar 2002	5	Jun 2002	3	8
-3.74%	Apr 2004	May 2004	2	Oct 2004	5	7
-3.69%	Aug 2016	Apr 2018	21	Mar 2019	11	32
-3.50%	Apr 2008	May 2008	2	Oct 2008	5	7
-3.16%	Jan 2009	Jun 2009	6	Nov 2009	5	11
-3.13%	May 2013	Aug 2013	4	Oct 2014	14	18
-3.06%	Nov 2010	Mar 2011	5	May 2011	2	7
-2.58%	Aug 2020	Mar 2021	8	in progress	5	13
-2.52%	Dec 2009	Dec 2009	1	May 2010	5	6
-2.05%	Sep 2005	Apr 2006	8	Aug 2006	4	12
-2.01%	Oct 2002	Nov 2002	2	Dec 2002	1	3
-1.49%	Feb 2005	Mar 2005	2	Apr 2005	1	3
-1.48%	Nov 2004	Nov 2004	1	Jan 2005	2	3
-1.41%	Jul 2005	Jul 2005	1	Aug 2005	1	2
-1.36%	May 2007	Jun 2007	2	Jul 2007	1	3
-1.33%	Feb 2015	Feb 2015	1	Sep 2015	7	8
-1.24%	Dec 2006	Jan 2007	2	Feb 2007	1	3
-1.20%	Feb 2012	Mar 2012	2	May 2012	2	4
-1.17%	Oct 2015	Dec 2015	3	Jan 2016	1	4

Worst drawdowns since December 1971.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-10.70%	Jul 1979	Feb 1980	8	Apr 1980	2	10
-8.65%	Jul 1980	Aug 1981	14	Nov 1981	3	17
-6.46%	Feb 1994	Nov 1994	10	Apr 1995	5	15
-5.46%	Mar 1987	Sep 1987	7	Jan 1988	4	11
-4.86%	Feb 1996	May 1996	4	Oct 1996	5	9
-4.69%	Oct 1998	Jan 2000	16	Jun 2000	5	21
-4.66%	Feb 1984	May 1984	4	Jul 1984	2	6
-4.28%	Jun 2003	Jul 2003	2	Feb 2004	7	9
-4.03%	Nov 2001	Mar 2002	5	Jun 2002	3	8
-3.81%	May 1983	Jul 1983	3	Nov 1983	4	7
-3.75%	Mar 1974	Apr 1974	2	Sep 1974	5	7
-3.74%	Apr 2004	May 2004	2	Oct 2004	5	7
-3.69%	Aug 2016	Apr 2018	21	Mar 2019	11	32
-3.50%	Apr 2008	May 2008	2	Oct 2008	5	7
-3.37%	Jul 1973	Jul 1973	1	Sep 1973	2	3
-3.16%	Jan 2009	Jun 2009	6	Nov 2009	5	11
-3.13%	May 2013	Aug 2013	4	Oct 2014	14	18
-3.08%	Dec 1981	Dec 1981	1	Apr 1982	4	5
-3.06%	Nov 2010	Mar 2011	5	May 2011	2	7
-2.79%	Mar 1975	Apr 1975	2	Oct 1975	6	8

Rolling Returns ( more details)

iShares 3-7 Year Treasury Bond (IEI) ETF: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+7.07%	+34.57% Oct 1981 - Sep 1982	-5.92% Mar 1979 - Feb 1980	12.48%
2 Years	+7.08%	+25.05% Jul 1984 - Jun 1986	-1.64% Mar 1978 - Feb 1980	2.97%
3 Years	+7.09%	+19.06% Jul 1982 - Jun 1985	-0.02% Oct 2015 - Sep 2018	0.18%
5 Years	+7.16%	+20.18% Sep 1981 - Aug 1986	+0.53% May 2013 - Apr 2018	0.00%
7 Years	+7.27%	+15.92% Mar 1980 - Feb 1987	+0.97% Oct 2011 - Sep 2018	0.00%
10 Years	+7.55%	+13.85% Oct 1981 - Sep 1991	+2.11% Dec 2008 - Nov 2018	0.00%
15 Years	+7.70%	+11.81% Dec 1980 - Nov 1995	+3.19% Jun 2003 - May 2018	0.00%
20 Years	+7.74%	+10.90% Oct 1981 - Sep 2001	+4.04% Sep 2001 - Aug 2021	0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the iShares 3-7 Year Treasury Bond (IEI) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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	Monthly Average Return (%) and Gain Frequency
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average Win %	0.56 70%	0.09 60%	0.13 58%	0.43 62%	0.68 66%	0.64 64%	0.50 66%	0.74 68%	0.89 78%	0.73 67%	0.83 67%	0.50 63%
Best Year	3.0 1988	3.2 1986	3.6 1986	10.5 1980	5.7 1985	3.2 1989	4.5 1982	5.1 1982	4.6 1982	6.5 1981	8.4 1981	3.7 1991
Worst Year	-2.4 1977	-7.5 1980	-2.6 1994	-3.3 2004	-3.2 1984	-1.9 1982	-3.9 2003	-5.0 1980	-2.0 1987	-5.7 1979	-2.3 2001	-3.1 1981

For further information about the seasonality, check the Asset Class Seasonality page.

Investing in iShares 3-7 Year Treasury Bond (IEI) ETF: detail of monthly returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	-0.83%	-0.3	-1.1	-0.8	0.5	0.3	-0.1	1.0	-0.3
2020	+6.95%	1.8	1.9	2.5	0.1	0.3	0.1	0.4	-0.3	0.1	-0.4	0.1	0.1
2019	+5.70%	0.5	-0.2	1.6	-0.1	1.8	0.9	-0.2	2.1	-0.6	0.3	-0.4	-0.2
2018	+1.36%	-1.2	-0.4	0.6	-0.8	0.7	0.0	-0.3	0.7	-0.7	0.1	0.8	1.8
2017	+1.22%	0.3	0.3	0.1	0.7	0.4	-0.3	0.4	0.8	-0.8	-0.2	-0.4	0.0
2016	+1.22%	2.1	0.6	0.2	-0.1	-0.2	1.8	0.1	-0.7	0.3	-0.6	-2.2	0.0
2015	+1.64%	2.3	-1.3	0.8	-0.1	-0.1	-0.5	0.7	0.0	1.1	-0.5	-0.4	-0.3
2014	+3.17%	1.3	0.2	-0.7	0.5	0.9	-0.2	-0.5	0.9	-0.5	1.0	0.7	-0.4
2013	-1.84%	-0.4	0.6	0.1	0.6	-1.3	-1.3	0.3	-0.8	1.2	0.5	0.0	-1.3
2012	+1.85%	0.6	-0.6	-0.6	1.2	0.8	-0.2	0.7	0.1	0.0	-0.3	0.5	-0.4
2011	+8.30%	0.6	-0.4	-0.3	1.6	1.6	-0.2	2.0	1.8	0.3	0.0	0.2	0.7
2010	+6.32%	1.7	0.4	-0.8	0.9	1.5	1.9	1.1	1.5	0.5	0.6	-1.0	-2.0
2009	-1.70%	-1.3	-0.6	1.8	-1.4	-1.0	-0.7	0.5	0.9	0.7	0.1	1.8	-2.5
2008	+12.79%	2.9	1.6	0.8	-2.3	-1.2	0.7	0.7	1.0	1.0	1.5	3.9	1.8
2007	+9.98%	-0.3	1.9	0.0	0.6	-1.2	-0.2	1.8	2.0	0.5	0.8	3.5	0.3
2006	+3.14%	-0.3	0.1	-1.0	-0.4	0.0	0.1	1.4	1.6	0.9	0.6	1.1	-1.0
2005	+2.31%	0.6	-1.0	-0.5	1.8	1.2	0.6	-1.4	1.7	-1.1	-0.8	0.5	1.0
2004	+3.40%	0.8	1.2	1.1	-3.3	-0.5	0.5	0.9	2.1	0.2	0.9	-1.5	1.0
2003	+2.37%	-0.5	1.8	-0.2	0.2	2.7	-0.4	-3.9	0.2	3.1	-1.4	0.0	0.9
2002	+14.15%	0.5	1.3	-2.3	2.6	1.0	1.7	2.7	2.4	3.0	-0.7	-1.3	2.6
2001	+7.55%	1.3	1.3	0.5	-1.2	0.2	0.3	2.7	1.1	2.4	2.2	-2.3	-1.2
2000	+14.03%	-0.5	1.0	2.0	-0.3	0.2	2.2	0.6	1.6	0.9	0.9	2.1	2.4
1999	-3.52%	0.7	-3.1	0.6	0.3	-1.3	-0.3	-0.5	-0.1	1.1	0.1	-0.1	-0.9
1998	+10.61%	1.7	-0.4	0.1	0.5	1.0	1.0	0.2	3.2	3.6	-0.8	-0.4	0.4
1997	+8.96%	0.1	0.1	-1.3	1.6	0.8	1.0	2.9	-1.0	1.5	1.7	0.3	1.1
1996	+1.92%	0.7	-2.4	-1.1	-1.0	-0.4	1.5	0.1	-0.4	1.9	2.5	2.0	-1.5
1995	+20.44%	1.9	2.6	0.6	1.6	4.7	0.8	-0.6	1.3	0.9	1.8	1.8	1.4
1994	-4.33%	1.5	-2.5	-2.6	-0.9	0.2	-0.3	1.7	0.3	-1.8	-0.3	-0.4	0.8
1993	+11.43%	2.7	2.5	0.4	0.9	-0.2	2.2	0.0	2.2	0.6	0.1	-1.2	0.6
1992	+7.78%	-2.2	0.5	-0.9	0.6	2.2	1.8	3.1	1.2	1.7	-1.7	-0.5	1.8
1991	+15.97%	0.9	0.5	0.4	1.1	0.4	-0.2	1.2	2.4	2.4	1.3	1.0	3.7
1990	+9.46%	-1.3	0.3	-0.1	-0.8	2.7	1.6	1.6	-0.8	0.8	1.6	2.0	1.6
1989	+14.52%	1.0	-0.6	0.4	2.7	2.4	3.2	2.6	-2.2	0.3	2.7	1.1	0.2
1988	+5.26%	3.0	1.1	-1.0	-0.5	-0.9	2.0	-0.7	-0.1	2.1	1.7	-1.4	-0.2
1987	+1.55%	1.0	0.6	-0.7	-2.7	-0.7	1.2	-0.1	-0.6	-2.0	4.1	0.5	1.1
1986	+15.10%	0.6	3.2	3.6	0.7	-2.1	3.1	1.5	3.2	-1.9	1.5	1.0	-0.1
1985	+22.24%	2.1	-2.0	1.9	2.4	5.7	0.9	-0.5	1.8	0.9	1.8	2.4	3.1
1984	+15.01%	1.8	-0.5	-1.0	0.0	-3.2	1.3	4.3	1.4	2.1	4.4	2.2	1.6
1983	+5.22%	0.0	2.7	-0.9	2.4	-1.7	0.1	-2.2	0.2	3.2	0.2	1.1	0.2
1982	+31.13%	0.2	1.6	0.2	2.9	1.7	-1.9	4.5	5.1	4.6	5.2	1.7	1.9
1981	+9.41%	0.3	-2.3	2.5	-2.6	2.8	0.3	-2.2	-1.6	0.8	6.5	8.4	-3.1
1980	+2.88%	-1.9	-7.5	1.7	10.5	4.6	2.4	-1.6	-5.0	0.2	-2.1	-0.4	3.1
1979	+5.35%	2.2	-0.6	1.2	0.1	2.0	2.0	-0.3	-0.7	0.3	-5.7	3.8	1.1
1978	+1.15%	-0.1	0.1	0.2	0.2	-0.1	-0.2	0.9	0.9	0.4	-1.9	1.6	-0.8
1977	+1.04%	-2.4	-0.1	0.8	0.8	0.7	1.3	-0.8	1.0	-0.1	-0.8	1.0	-0.1
1976	+13.75%	0.9	0.5	0.9	0.8	-1.2	1.5	1.1	1.9	1.1	1.7	3.7	0.2
1975	+7.36%	0.7	1.5	-0.9	-1.9	2.8	-0.2	-0.4	0.3	-0.4	3.8	-0.3	2.3
1974	+5.70%	0.2	0.3	-2.2	-1.6	1.3	-0.4	0.2	0.0	3.1	1.1	2.2	1.5
1973	+4.47%	-0.3	-0.6	0.2	0.9	0.4	0.1	-3.4	3.1	3.0	0.2	0.7	0.3
1972	+2.72%	-0.6	0.8	-1.3	1.4	0.9	-0.4	0.6	-0.5	0.6	0.4	0.9	-0.1

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.